+118.8%
MRVL vs FIVE
+16.7%
+102.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | +11.0% | +2.7% | +8.4% | +10.0% |
| 30D | -36.1% | +12.7% | -48.8% | -39.1% |
| 3M | -29.4% | +2.1% | -31.5% | -30.8% |
| 6M | -11.9% | +17.5% | -29.3% | -19.5% |
| YTD | +84.8% | +31.0% | +53.8% | +60.3% |
| 1Y | +79.4% | +67.7% | +11.7% | +39.9% |
| 3Y | +195.7% | +43.4% | +152.4% | +124.2% |
| All | +118.8% | +16.7% | +102.1% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling